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A type of fractional derivative, referred to as \alpha-derivative, is studied. The \alpha-derivative of fractional type obeys Leibnitz rule. Based on the definition of \alpha-derivative the operations of analysis and differential geometry…

Mathematical Physics · Physics 2017-09-28 V. V. Kobelev

In this paper, we obtained the sufficient conditions for the existence of solutions to the discrete boundary value problems of fractional difference equation depending on parameters. We use Krasnoselskii fixed point theorem to establish the…

Classical Analysis and ODEs · Mathematics 2020-04-01 Deepak B. Pachpatte , Arif S. Bagwan , Amol D. Khandagale

Explicit solutions of differential equations of complex fractional orders with respect to functions and with continuous variable coefficients are established. The representations of solutions are given in terms of some convergent infinite…

Classical Analysis and ODEs · Mathematics 2021-03-15 Joel E. Restrepo , Michael Ruzhansky , Durvudkhan Suragan

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

The concept of fractional order derivative can be found in extensive range of many different subject areas. For this reason, the concept of fractional order derivative should be examined. After giving different methods mostly used in…

General Mathematics · Mathematics 2013-06-25 Ali Karci

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

Numerical Analysis · Mathematics 2021-12-21 Boris Baeumer , Mihály Kovács , Matthew Parry

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

We present a new discretization for the Hadamard fractional derivative, that simplifies the computations. We then apply the method to solve a fractional differential equation and a fractional variational problem with dependence on the…

Numerical Analysis · Mathematics 2016-04-15 Ricardo Almeida , Nuno R. O. Bastos

Definitions of fractional derivative of order $\alpha$ ($0 < \alpha \leq 1$) using non-singular kernels have been recently proposed. In this note we show that these definitions cannot be useful in modelling problems with a initial value…

Classical Analysis and ODEs · Mathematics 2020-01-30 Edmundo Capelas de Oliveira , Stefania Jarosz , Jayme Vaz

(Draft 3) A generalized differential operator on the real line is defined by means of a limiting process. These generalized derivatives include, as a special case, the classical derivative and current studies of fractional differential…

Mathematical Physics · Physics 2018-07-17 Angelo B. Mingarelli

We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…

Optimization and Control · Mathematics 2007-05-23 Rui A. C. Ferreira , Delfim F. M. Torres

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

Optimization and Control · Mathematics 2010-07-30 Rui A. C. Ferreira

Fractional derivatives are generalization to classical integer-order derivatives. The rules which are true for classical derivative need not hold for the fractional derivatives, for example, we cannot simply add the fractional orders…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Madhuri Patil

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Probability · Mathematics 2018-11-01 Sergey V. Lototsky , Boris L. Rozovsky

The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined…

Optimization and Control · Mathematics 2012-02-01 Agnieszka B. Malinowska

The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. This includes the discrete-time, the quantum, and the…

Optimization and Control · Mathematics 2010-09-29 Agnieszka B. Malinowska , Delfim F. M. Torres

In this article, the order of some classes of fractional linear differential equations is determined, based on asymptotic behavior of the solution as time tends to infinity. The order of fractional derivative has been proved to be of great…

Analysis of PDEs · Mathematics 2017-10-04 Mirko D'Ovidio , Paola Loreti , Alireza Momenzadeh , Sima Sarv Ahrabi